Capturing indicator data at each trade entry

• 03/01/2020 at 12:59 PM #120889
  Alun

  When running a backtest, is it possible to capture indicator values at trade entry automatically into a table of data?

  My objective is to examine my indicator(s) values at each trade entry with the detailed report closed positions list, my aim is to compare those indicator values at trade entry when the system makes losses and those indicator values at trade entry when the system makes gains.

  

  Alun

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  03/02/2020 at 11:00 AM #120943
  Nicolas

  Please use the automated trading forum for that type of question, thanks.

  Yes, that would be possible. The best way would be to use variables in array (not possible in versions prior to v11). Example with the RSI:

  irsi = rsi[14] buycondition = irsi crosses over 50 if buycondition then buy at market $var[lastset($var)+1] = irsi endif

  1 2 3 4 5 6 7

  irsi = rsi[14] buycondition = irsi crosses over 50   if buycondition then buy at market $var[lastset($var)+1] = irsi endif

  After that make a loop through all  $var to analyze the performance of each order. That is a rough code snippet that would need further work but that’s the main idea..

   

  

  Nicolas

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  03/02/2020 at 7:28 PM #121005
  Alun

  OK, thank you!

  Will try to go further with this.

  

  Alun

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  03/05/2020 at 2:00 PM #121252
  Roger

  Nicolas wrote:

  Please use the automated trading forum for that type of question, thanks.

  Yes, that would be possible. The best way would be to use variables in array (not possible in versions prior to v11). Example with the RSI:

  irsi = rsi[14]<br /> buycondition = irsi crosses over 50</p> <p>if buycondition then<br /> buy at market<br /> $var[lastset($var)+1] = irsi<br /> endif

  1 2 3 4 5 6 7

  irsi = rsi[14] buycondition = irsi crosses over 50 if buycondition then buy at market $var[lastset($var)+1] = irsi endif

  After that make a loop through all $var to analyze the performance of each order. That is a rough code snippet that would need further work but that’s the main idea..

  Hi, thanks for that. I have a question, how would you calculate the average of the numbers contained in the table $var   ?   Thank you

  

  Roger

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  03/06/2020 at 1:31 PM #121346
  Roger

  Roger wrote:

  Nicolas wrote:

  Please use the automated trading forum for that type of question, thanks.

  Yes, that would be possible. The best way would be to use variables in array (not possible in versions prior to v11). Example with the RSI:

  irsi = rsi[14]<br /><br /> buycondition = irsi crosses over 50</p><br /> <p>if buycondition then<br /><br /> buy at market<br /><br /> $var[lastset($var)+1] = irsi<br /><br /> endif

  1 2 3 4 5 6 7

  irsi = rsi[14] buycondition = irsi crosses over 50 if buycondition then buy at market $var[lastset($var)+1] = irsi endif

  After that make a loop through all $var to analyze the performance of each order. That is a rough code snippet that would need further work but that’s the main idea..

  Hi, thanks for that. I have a question, how would you calculate the average of the numbers contained in the table $var ? Thank you

  Edit : I struggle with it only because PRT v11 is not available with IG yet 🙂

  

  Roger

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  03/07/2020 at 5:07 PM #121445
  Alun

  Does anyone know when version 11 will be available with IG?

  

  Alun

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